Asymptotic approximations for Asian, European, and American options with discrete averaging or discrete dividend/coupon payments (Q4902211)
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scientific article; zbMATH DE number 6130642
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| English | Asymptotic approximations for Asian, European, and American options with discrete averaging or discrete dividend/coupon payments |
scientific article; zbMATH DE number 6130642 |
Statements
Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments (English)
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25 January 2013
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American option
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Black-Scholes
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discrete payment
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dividends
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exercise boundary
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option pricing
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0.8272331357002258
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0.8108938932418823
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0.8044602274894714
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0.7978069186210632
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0.7891146540641785
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